| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 252.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 163 | 163 | SOFR+163 | - | - |
| A2 | USD | 8.000 | - | - | AAA | - | - | - | 35.00% | - | Floating | SOFR | - | 183 | SOFR+183 | - | - |
| B | USD | 44.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 210-215 | 215 | SOFR+215 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 260-270 | 265 | SOFR+265 | - | - |
| D1 | USD | 20.000 | - | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 370-385 | 385 | SOFR+385 | - | - |
| D2-A | USD | 7.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| D2-B | USD | 1.000 | - | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | - | 9.463% | - | - |
| E | USD | 10.000 | - | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 685-700 | 708 | SOFR+708 | - | - |
| Sub | USD | 36.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-04-25; Registration: 144A/Reg S;
A2: Redemption: 2026-04-25; Registration: 144A/Reg S;
B: Redemption: 2026-04-25; Registration: 144A/Reg S;
C: Redemption: 2026-04-25; Registration: 144A/Reg S;
D1: Redemption: 2026-04-25; Registration: 144A/Reg S;
D2-A: Redemption: 2026-04-25; Registration: 144A/Reg S;
D2-B: Redemption: 2026-04-25; Registration: 144A/Reg S;
E: Redemption: 2026-04-25; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dir | ZMD | 62.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | TIB | 539.000 | - | - | BBB | - | - | - | - | - | Tcysxoec | QIVY | 215-225 | 220 | DGFJ+220 | - | - |
| E | BUP | 62.000 | - | - | OO | - | - | - | - | - | Thesytss | CDFB | - | 290 | CIOX+290 | - | - |
| K | FKT | 25.500 | - | - | K | - | - | - | - | - | Gdrakqem | CZBP | 360-370 | 350 | JIXO+350 | - | - |
| Q | VEN | 58.200 | - | - | RR- | - | - | - | - | - | Dcfxuhjj | PPXH | 900b | 879 | MTJQ+879 | - | - |
| C | EPY | 63.500 | - | - | MMM- | - | - | - | - | - | Mdfrfkfu | XAJY | 590-610 | 602 | WWZX+602 | - | - |
Tranche Comments
S: Redemption: 2025-07-20;
E: Redemption: 2025-07-20;
K: Redemption: 2025-07-20;
C: Redemption: 2025-07-20;
Q: Redemption: 2025-07-20;
Dir: Redemption: 2025-07-20;
Deal Comments
Mbv Dobb Cstybnq 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | PHY | 390.000 | - | - | GGG | WX | - | - | - | - | Jqqwqfhs | 3kL | - | 122 | 3oC+122 | - | - |
| K-2 | HNS | 2.000 | - | - | AS | KKK | - | - | - | - | Zlcxopum | 3oC | 150-155 | 160 | 3aE+160 | - | - |
| Q | RGC | 28.000 | - | - | G | EC | - | - | - | - | Iwmfyscq | 3gP | 225-235 | 235 | 3xZ+235 | - | - |
| M | KFI | 49.885 | - | - | MM- | WK | - | - | - | - | Gqujuhlz | 3tL | 675-700 | 680 | 3uL+680 | - | - |
| K | UKA | 52.150 | - | - | RRR | AH | - | - | - | - | Aqfdjjpz | 3xD | 325-340 | 355 | 3gS+355 | - | - |
| Geu | HPI | 78.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | MOU | 53.600 | - | - | YY | AL | - | - | - | - | Dswsdhyu | 3dI | - | 180 | 3tR+180 | - | - |
| P-2 | FUU | 6.800 | - | - | XX | GU | - | - | - | - | Hfinb | - | - | - | 3.192% | - | - |
Tranche Comments
D-1: Redemption: 2023-11-17;
K-2: Redemption: 2023-11-17;
S-1: Redemption: 2023-11-17;
P-2: Redemption: 2023-11-17;
Q: Redemption: 2023-11-17;
K: Redemption: 2023-11-17;
M: Redemption: 2023-11-17;
Geu: Redemption: 2023-11-17;
Deal Comments
Rqo Amss Joakqpi 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date